Covariance Assessment

by microprediction

Covariance Assessment is a Quality skill for Claude Code, published by microprediction in precise.

333 stars58 forkson microprediction/preciseAdded 2026/08/12Repository updated 2026/06/24

View source on GitHub Download repo ZIP

covariance-estimationcovariance-matrixinvestment-portfolioportfolio

Install in seconds

Install Covariance Assessment

Copy Covariance Assessment into your Claude Code skills folder. Run the command in your terminal, or review the source on GitHub before installing.

terminal

npx degit https://github.com/microprediction/precise/tree/main/.claude/skills/assess-covariance-method ~/.claude/skills/assess-covariance-method

Requires Node.js. Downloads this skill only — not the rest of the repository — into your Claude Code skills folder.

Without Node.js

git clone https://github.com/microprediction/precise.git

Clones the whole repository, then copy the skill’s own directory into your skills folder yourself.

In this catalog

Source file: .claude/skills/assess-covariance-method/SKILL.md in microprediction/precise
Installs to: ~/.claude/skills/assess-covariance-method
Collection: One of 6 skills cataloged from this repository
Category: Quality — 1354 skills

What Covariance Assessment does

Covariance Assessment rigorously evaluates a new covariance, correlation, or precision estimator against the precise contract, benchmarks, out-of-sample tests, and statistically defensible inference. Use it when comparing or validating a proposed covariance methodology.

Covariance Assessment is cataloged under Quality on DirSkills. Covariance Assessment comes from a repository tagged covariance-estimation, covariance-matrix, investment-portfolio and portfolio.

Documentation

README

Excerpt

Assess a new covariance/correlation methodology

A protocol for turning "here's a covariance idea" into a defensible verdict. Work the steps in order; stop early only if a step fails. Install: pip install precise[research] (the research/ scripts use scikit-learn and randomcov).

0. Classify the method first

Estimator (produces a matrix) vs assessor (scores a matrix)? Different paths below.
Online (updatable per observation) or batch? precise is an online library; a batch method can still be wrapped, but say so.
Does it target the covariance, correlation, or precision? It must expose, or be convertible to, covariance_.
Does evaluating it need the ground-truth covariance (simulation only) or work on real data?

This is the opening of the README. Read the full README on GitHub.

Commands Covariance Assessment provides

Slash commands named in this skill’s SKILL.md, listed in the order they first appear.

/historical-mean

Frequently asked about Covariance Assessment

What else does microprediction publish alongside Covariance Assessment?
Covariance Assessment is one of 6 skills that DirSkills catalogs from microprediction/precise, the repository it ships in. Its siblings there include Choose Covariance Estimator, Covariance Scoring and Estimate Online Covariance. Each one is a separate skill with its own page in this directory, installs the same way Covariance Assessment does, and is maintained by microprediction in that same repository. The rest of the collection is listed on the microprediction/precise page.
How does Covariance Assessment compare to other Quality skills?
Covariance Assessment ranks #1263 by stars among the 1354 Quality skills in this catalog. The most-starred ones next to it are Benchmark, Benchmark Optimization Loop and API Design Patterns. DirSkills ranks by the star count of the repository each skill ships in, so that order reflects how popular those repositories are rather than any review of Covariance Assessment against them. Open each page to compare what they document and how they install.